+201.5%
SANM vs VT
+53.2%
+148.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -4.1% | -5.3% | -3.6% |
| 7D | -24.7% | -4.2% | -20.6% | -20.1% |
| 30D | -42.9% | -5.8% | -37.1% | -37.6% |
| 3M | -34.6% | -5.2% | -29.4% | -28.9% |
| 6M | -41.3% | +0.1% | -41.4% | -39.8% |
| YTD | -13.2% | +8.2% | -21.5% | -18.9% |
| 1Y | -26.7% | +10.1% | -36.9% | -32.6% |
| 3Y | +144.1% | +69.7% | +74.4% | +39.6% |
| 5Y | +201.5% | +53.4% | +148.2% | +89.2% |
| All | +201.5% | +53.2% | +148.3% | +89.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling